Add event to delete button in a data grid view... vb.net

The DGV I have gets filled with data in run-time. It has a delete buttons (in the row headers) but they don't show up in design view. Therefore, I am not able just double click on it to access its click event.

Here's some sample code:
First checking for a valid row, then comparing the clicked index with the index of a column. In this case, the dgv is dgvMyMilestones and the column with the button is dgvMyMilstones_Milestone.

Here's some sample code:
First checking for a valid row, then comparing the clicked index with the index of a column. In this case, the dgv is dgvMyMilestones and the column with the button is dgvMyMilstones_Milestone. I reference the column name so I can rearrange columns without modifying code.
If e.RowIndex > -1 Then
Select Case e.ColumnIndex
Case Me.dgvMyMilestones.Columns(Me.dgvMyMilestones_Milestone.Name).Index
Dim dgr As DataGridViewRow = Me.dgvMyMilestones.Rows(e.RowIndex)

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cellcontentclick is different than cellclick, it might not make a difference if your column is a button but it seems like cellcontentclick is a little more stingy on when it accepts a click (i.e. only if you click the content in the cell and not blank space in the cell).
Looks like your message box will show "Delete -->" when the clicked cell also shows "Delete -->".
If that's the goal, looks like it will work.
If you define your columns, then you can reference the name of the column.
Name your button column OrderDGV_Delete and then you can compare e.columnindex with OrderDGV.cells(OrderDRV_Delete.name).index
IF e.rowindex >-1 andalso e.columnindex = OrderDGV.cells(OrderDRV_Delete.name).index then...

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